+2,424.2%
EQT vs KNX
+5,063.1%
-2,638.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +1.1% | +1.0% | +0.1% | +0.7% |
| 3M | +4.8% | -12.6% | +17.4% | +7.2% |
| 6M | -10.6% | +21.1% | -31.7% | -14.8% |
| YTD | +3.4% | +33.2% | -29.8% | -3.7% |
| 1Y | +8.7% | +67.8% | -59.1% | -4.0% |
| 3Y | +35.0% | +37.3% | -2.4% | +21.6% |
| 5Y | +204.2% | +41.1% | +163.2% | +170.5% |
| 10Y | +52.5% | +170.6% | -118.1% | +16.0% |
| All | +2,424.2% | +5,063.1% | -2,638.9% | +1,263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling